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ON THE CONVEXITY OF VALUE FUNCTIONS FOR A CERTAIN CLASS OF STOCHASTIC DYNAMIC PROGRAMMING PROBLEM - MaRDI portal

ON THE CONVEXITY OF VALUE FUNCTIONS FOR A CERTAIN CLASS OF STOCHASTIC DYNAMIC PROGRAMMING PROBLEM (Q4796578)

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scientific article; zbMATH DE number 1876923
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English
ON THE CONVEXITY OF VALUE FUNCTIONS FOR A CERTAIN CLASS OF STOCHASTIC DYNAMIC PROGRAMMING PROBLEM
scientific article; zbMATH DE number 1876923

    Statements

    title
    ON THE CONVEXITY OF VALUE FUNCTIONS FOR A CERTAIN CLASS OF STOCHASTIC DYNAMIC PROGRAMMING PROBLEM (English)
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    author
    Steven P. Clark
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    Peter C. Kiessler
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    publication date
    5 March 2003
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    zbMATH Keywords
    stochastic dynamic programming
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    Identifiers

    DOI
    10.1081/SAP-120006107
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    zbMATH DE Number
    1876923
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